+149.0%
SFM vs MNDY
-50.8%
+199.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.3% | -1.5% |
| 7D | -8.8% | -12.5% | +3.7% | -8.2% |
| 30D | -14.5% | -2.6% | -11.8% | -14.4% |
| 3M | -16.8% | +4.2% | -21.1% | -17.2% |
| 6M | -5.3% | +9.8% | -15.1% | -6.3% |
| YTD | -9.4% | -42.3% | +32.9% | -7.6% |
| 1Y | -46.2% | -54.5% | +8.4% | -44.6% |
| 3Y | +81.3% | -50.3% | +131.5% | +85.4% |
| 5Y | +211.9% | -77.1% | +289.0% | +209.9% |
| All | +149.0% | -50.8% | +199.8% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MNDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling